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Banco de México, the University of Zurich, the Bank of Canada and the Journal of Financial Stability


Call for papers

Banco de México, the University of Zurich, the Bank of Canada and the Journal of Financial Stability continue with the series of biennial conferences addressing novel research on network models and stress testing for financial stability.

The development of network and stress testing models have proven to be useful in achieving a better understanding of systemic risk. These approaches have been applied to study the implications of changes in the regulatory landscape, to understand and detect new threats to the stability of financial systems, and other financial stability related topics.

The conference aims to bring together policymakers and academics as well as industry representatives to examine progress in designing a safer financial system, to study the intended and unintended consequences of regulation on the global financial system, and to explore recent methodological advances in the study of systemic risk.



Conference topics relate to the application of network models and stress testing to financial stability and banking. These include (but are not limited to):

  • Network models for systemic risk measurement and monitoring;
  • Unintended consequences of regulation in the banking system;
  • Stress testing: methodological developments, the interaction between solvency and liquidity, feedback effects;
  • Financial stability analytics and visualization for monitoring the financial system;
  • Early warning systems: detection of build-up of systemic risk, data gaps, design of vulnerability indicators, interactions between global and domestic financial cycles;
  • Systemic risk: how to measure, monitor and mitigate it;
  • Systemic liquidity funding risk and market risk for banking systems;
  • Big Data models and applications for systemic risk and stress testing analysis of banking systems.


Submission deadline

June 30 2017.



We encourage submission of papers that report original work and that do not have a “revise-resubmit”, or “accepted” journal decision. Submissions may be part of a working paper series. The papers should be emailed to the following address: with the following subject line “Submission – Networks and Stress Testing Conference".



The authors will be informed of the final acceptance to the conference by July 31, 2017. The sponsors will cover accommodation for invited participants.


Special issue of the Journal of Financial Stability

A special issue of the Journal of Financial Stability (JFS) will include selected papers presented at this conference. Authors whose papers are accepted for presentation at the conference are encouraged, but not obliged, to submit their papers for consideration at the JFS special issue. Papers submitted for the special issue will be reviewed according to the regular JFS refereeing standards. Details regarding the journal submission process will be provided after the conference.



The conference will be held in Mexico City. More details about the conference can be found at:


Keynote speakers

  • Stephen G. Cecchetti (Brandeis University, USA)


Organizing committee

  • Stefano Battiston (Universität Zürich)
  • Iftekhar Hasan (Journal of Financial Stability and Fordham University)
  • Calixto López Castañón (Banco de México)
  • Fabrizio López Gallo Dey (Banco de México)
  • Serafín Martínez Jaramillo (Banco de México)
  • Camelia Minoiu (International Monetary Fund and Wharton School)
  • Alberto Romero Aranda (Banco de México)
  • Virginie Traclet (Bank of Canada)


Program committee

  • Kartik Anand (Deutsche Bundesbank, Germany)
  • Guido Caldarelli (IMT Institute for Advanced Studies Lucca, Italy)
  • Jill Cetina (Office of Financial Research, USA)
  • Giovani di Iasio (Bank of Italy, Italy)
  • Darrell Duffie (Stanford University, USA)
  • Jose Fique (Bank of Canada, Canada)
  • Xavier Freixas (Pompeu Fabra University, Spain)
  • Rodney Garrat (University of California, USA)
  • Co-Pierre Georg (University of Cape Town, South Africa; Deutsche Bundesbank, Germany)
  • Dror Kenett (Boston University, USA)
  • Thomas Lux (University of Kiel, Germany; University Jaume I, Castellón, Spain)
  • Alistair Milne (Loughborough University, UK)
  • Sebastian Poledna (International Institute for Applied Systems Analysis, Austria)
  • Sofia Priazhkina (Bank of Canada, Canada)
  • Tarik Roukny (Free University of Brussels, Belgium)
  • Peter Sarlin (Hanken School of Economics, Finland)
  • Martin Scheicher (European Central Bank)
  • Stefan Thurner (Medical University of Vienna, Austria)
  • Marco van der Leij (University of Amsterdam, The Netherlands)
  • Iman van Lelyveld (De Nederlandsche Bank, The Netherlands)